CME Canadian Dollar Future September 2024
Trading Metrics calculated at close of trading on 08-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.7334 |
0.7299 |
-0.0036 |
-0.5% |
0.7335 |
High |
0.7338 |
0.7308 |
-0.0031 |
-0.4% |
0.7366 |
Low |
0.7297 |
0.7286 |
-0.0012 |
-0.2% |
0.7274 |
Close |
0.7300 |
0.7301 |
0.0001 |
0.0% |
0.7327 |
Range |
0.0041 |
0.0022 |
-0.0019 |
-46.3% |
0.0092 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
343 |
238 |
-105 |
-30.6% |
2,114 |
|
Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7364 |
0.7354 |
0.7313 |
|
R3 |
0.7342 |
0.7332 |
0.7307 |
|
R2 |
0.7320 |
0.7320 |
0.7305 |
|
R1 |
0.7310 |
0.7310 |
0.7303 |
0.7315 |
PP |
0.7298 |
0.7298 |
0.7298 |
0.7300 |
S1 |
0.7288 |
0.7288 |
0.7298 |
0.7293 |
S2 |
0.7276 |
0.7276 |
0.7296 |
|
S3 |
0.7254 |
0.7266 |
0.7294 |
|
S4 |
0.7232 |
0.7244 |
0.7288 |
|
|
Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7597 |
0.7553 |
0.7377 |
|
R3 |
0.7505 |
0.7462 |
0.7352 |
|
R2 |
0.7414 |
0.7414 |
0.7344 |
|
R1 |
0.7370 |
0.7370 |
0.7335 |
0.7346 |
PP |
0.7322 |
0.7322 |
0.7322 |
0.7310 |
S1 |
0.7279 |
0.7279 |
0.7319 |
0.7255 |
S2 |
0.7231 |
0.7231 |
0.7310 |
|
S3 |
0.7139 |
0.7187 |
0.7302 |
|
S4 |
0.7048 |
0.7096 |
0.7277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7366 |
0.7286 |
0.0080 |
1.1% |
0.0032 |
0.4% |
19% |
False |
True |
350 |
10 |
0.7366 |
0.7274 |
0.0092 |
1.3% |
0.0034 |
0.5% |
29% |
False |
False |
344 |
20 |
0.7366 |
0.7243 |
0.0123 |
1.7% |
0.0035 |
0.5% |
47% |
False |
False |
407 |
40 |
0.7446 |
0.7243 |
0.0203 |
2.8% |
0.0033 |
0.5% |
28% |
False |
False |
325 |
60 |
0.7464 |
0.7243 |
0.0221 |
3.0% |
0.0027 |
0.4% |
26% |
False |
False |
245 |
80 |
0.7495 |
0.7243 |
0.0252 |
3.4% |
0.0024 |
0.3% |
23% |
False |
False |
191 |
100 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0023 |
0.3% |
16% |
False |
False |
157 |
120 |
0.7602 |
0.7243 |
0.0359 |
4.9% |
0.0021 |
0.3% |
16% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7401 |
2.618 |
0.7365 |
1.618 |
0.7343 |
1.000 |
0.7330 |
0.618 |
0.7321 |
HIGH |
0.7308 |
0.618 |
0.7299 |
0.500 |
0.7297 |
0.382 |
0.7294 |
LOW |
0.7286 |
0.618 |
0.7272 |
1.000 |
0.7264 |
1.618 |
0.7250 |
2.618 |
0.7228 |
4.250 |
0.7192 |
|
|
Fisher Pivots for day following 08-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7299 |
0.7315 |
PP |
0.7298 |
0.7310 |
S1 |
0.7297 |
0.7305 |
|